I changed the Blog address (URL) to http://www.mysite.com in the admin but nothing has changed; the old static site files still load.
The .htaccess in the web root folder is accessible by WordPress; the timestamp updates after I save the admin settings, and it contains the lines
# BEGIN WordPress # END WordPress
I know I must be leaving out some basic modification but I'm not sure what it is. This codex page (http://codex.wordpress.org/Giving_WordPress_Its_Own_Directory) doesn't quite apply to me since I haven't actually moved any files. Also, I'm not using pretty permalinks.